Humboldt-Universität zu Berlin

Humboldt University was founded in 1810 and is the oldest of the three Berlin universities. It is located in the center of the city, which now is a rapidly changing and developping area with a wide variety of cultural activities.

The stochastics group in the Institute of Mathematics of Humboldt University is located at the river Spree, a few steps from Unter den Linden and next to the "museum island". Three well endowed scientific libraries are within 15 minutes walking distance from here. The group currently has 4 professors (O. Bunke, H. Föllmer, P. Imkeller, U. Küchler), 3 instructors, 2 postdocs and 12 Ph.D. students. Main research interests include Stochastic Analysis, Statistics of stochastic processes, and applications to Mathematical Finance.

There is very close collaboration with the probability group at the Technical University (J. D. Deuschel, J. Gärtner, M. Scheutzow, M. Schweizer), whose research interests also include large deviations and random media.

A weekly research seminar on Probability Theory is held jointly with the Technical University and the Weierstrass Institute. There is also a weekly joint research seminar on Stochastic Analysis and Mathematical Finance. In both seminars, talks are usually given in English.

Research on stochastic methods in Finance is done in close contact with the Department of Economics of Humboldt University. In particular, the group is involved in two research projects "Stochastic Analysis of Derivatives" (H. Föllmer, M. Schweizer) and "Term structures of interest rates and statistics of random processes" (U. Küchler) in the Sonderforschungs bereich 373 "Quantification and Simulation of Economic Processes".

An overview of current and upcoming mathematical events in Berlin can be found here.

Applications for postdoctoral fellowships are very welcome. Those interested in applying may contact H. Föllmer or P. Imkeller at the following adress.
 

Institut für Mathematik
Humboldt Universität
Unter den Linden 6
D-10099 Berlin, Germany

phone: +49-30-2093 5817, +49-30-2093 5850  or  +49-30-2093 5811
fax: +49-30-2093 5848

email: foellmer@mathematik.hu-berlin.de,  imkeller@mathematik.hu-berlin.de